Coffee Historical Replay: 2021-03 to 2021-06
Coffee futures climbed 20.4% from 126.5 to 152.35 across 62 daily bars ending June 2021, capped by a 7.9% drawdown and a 6.9% single-bar spike. Replay the commodity shock day by day, navigate 11 decision points including 4 critical ones, and receive an AI coach review under simulated capital.
62 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 7.9% and a 33.5% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +33.5%
- Duration
- 89 days
- Largest single-day move
- +6.9%
- Bars
- 62 Daily bars
- Decision points
- 11
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The soft commodities market faced mounting pressure in early 2021 as coffee futures entered a period of acute supply uncertainty. Between March and June 2021, arabica prices became a focal point for traders navigating a commodity shock that tested both fundamental analysis and risk discipline. This 62-bar replay spans the critical weeks when weather concerns, logistical disruptions, and shifting demand signals converged to drive one of the decade's most volatile soft-commodity episodes.
Coffee futures climbed 20.4% from 126.5 to 152.35 across the 62 daily bars ending June 2021, with a 7.9% maximum drawdown punctuating the advance. The trajectory was far from linear—a 6.9% single-bar spike demonstrated how quickly sentiment could shift in either direction, catching directional traders off guard. Navigating 11 decision points, including 4 critical junctures, participants experienced firsthand the challenge of maintaining conviction through intermittent volatility without overextending their positions.
This replay sharpens decision-making by confronting participants with the tension between opportunity and exposure. The sharp intraday swings underscore why position sizing and drawdown thresholds matter more than directional accuracy. The 4 critical nodes demand real-time calibration: participants must decide whether to add, reduce, or hold as price action evolves against their thesis. Historically, such episodes reward those who separate signal from noise while maintaining disciplined risk parameters—an outcome this simulation makes visceral rather than theoretical.
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